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Testing for threshold diffusion
Su, Fei; Chan, Kung-sik - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
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The optimal use of provisional data in forecasting with dynamic models
Bordignon, Silvano - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 275-286
Persistent link: https://www.econbiz.de/10001090348
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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001081589
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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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Identification and Bayesian estimation of dynamic factor models
Bai, Jushan; Wang, Peng - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 221-240
Persistent link: https://www.econbiz.de/10011390018
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Inequality constrained state-space models
Qian, Hang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
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Temporal disaggregation : methods, information loss, and diagnostics
Jun, Duk Bin; Moon, Jihwan; Park, Sungho - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10011691175
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A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 585-597
Persistent link: https://www.econbiz.de/10011893816